Well... if you replace the leadscrew with, say, an ACME thread then you will also have to replace the leadscrew nut. I suspect the nut is quite worn also because it is usually the 'wear' part in that application.
The advantage to staying with the square thread is that it is usually easier to move the crosslide under load. That is why the most common place to see square threads is on jack-screws (mill knees and common screw-jacks) and large gate valves.
If you can't find the parts you can always make your own. The difficult part is getting the correct taps. I read that you need a progression of 5 taps in order to cut the nut.
In short: I would go with ACME.
